DSpace Repository

Browsing Кафедра інформатики та прикладної математики by Subject "stock market crash"

Browsing Кафедра інформатики та прикладної математики by Subject "stock market crash"

Sort by: Order: Results:

  • Detecting Stock Crashes Using Levy Distribution 
    Bielinskyi, Andrii; Соловйов, Володимир Миколайович; Семеріков, Сергій Олексійович; Solovieva, Viktoria (Arnold Kiv, Serhiy Semerikov, Vladimir Soloviev, Liubov Kibalnyk, Hanna Danylchuk, Andriy Matviychuk, 2019-08-01)
    In this paper we study the possibility of construction indicators-precursors relying on one of the most power-law tailed distributions – Levy’s stable distribution. Here, we apply Levy’s parameters for 29 stock indices for ...
  • Lyapunov Exponents as Indicators of the Stock Market Crashes 
    Соловйов, Володимир Миколайович; Bielinskyi, Andrii; Serdyuk, Oleksandr; Solovieva, Victoria; Семеріков, Сергій Олексійович (Oleksandr Sokolov, Grygoriy Zholtkevych, Vitaliy Yakovyna, Yulia Tarasich, Vyacheslav Kharchenko, Vitaliy Kobets, Olexandr Burov, Serhiy Semerikov, Hennadiy Kravtsov, 2020-11-08)
    The frequent financial critical states that occur in our world, during many centuries have attracted scientists from different areas. The impact of similar fluctuations continues to have a huge impact on the world ...

Search DSpace


Advanced Search

Browse

My Account